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2008 Lyapunov exponents for the one-dimensional parabolic Anderson model with drift
Alexander Drewitz
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Electron. J. Probab. 13: 2283-2336 (2008). DOI: 10.1214/EJP.v13-586

Abstract

We consider the solution to the one-dimensional parabolic Anderson model with homogeneous initial condition, arbitrary drift and a time-independent potential bounded from above. Under ergodicity and independence conditions we derive representations for both the quenched Lyapunov exponent and, more importantly, the $p$-th annealed Lyapunov exponents for all positive real $p$. These results enable us to prove the heuristically plausible fact that the $p$-th annealed Lyapunov exponent converges to the quenched Lyapunov exponent as $p$ tends to 0. Furthermore, we show that the solution is $p$-intermittent for $p$ large enough. As a byproduct, we compute the optimal quenched speed of the random walk appearing in the Feynman-Kac representation of the solution under the corresponding Gibbs measure. In our context, depending on the negativity of the potential, a phase transition from zero speed to positive speed appears as the drift parameter or diffusion constant increase, respectively.

Citation

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Alexander Drewitz. "Lyapunov exponents for the one-dimensional parabolic Anderson model with drift." Electron. J. Probab. 13 2283 - 2336, 2008. https://doi.org/10.1214/EJP.v13-586

Information

Accepted: 21 December 2008; Published: 2008
First available in Project Euclid: 1 June 2016

zbMATH: 1191.60079
MathSciNet: MR2469612
Digital Object Identifier: 10.1214/EJP.v13-586

Subjects:
Primary: 60H25, 82C44
Secondary: 35B40, 60F10

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